+2,302.1%
MULL vs EAT
+80.3%
+2,221.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | -8.4% | -7.7% | -0.7% | -4.8% |
| 30D | +9.7% | -13.6% | +23.3% | +17.2% |
| 3M | -26.8% | +33.9% | -60.6% | -39.7% |
| 6M | +220.7% | +47.2% | +173.5% | +147.0% |
| YTD | +509.0% | +48.1% | +461.0% | +367.1% |
| 1Y | +1,739.5% | +33.7% | +1,705.8% | +1,403.5% |
| All | +2,302.1% | +80.3% | +2,221.8% | +1,777.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling